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South African Actuarial Journal

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South African Actuarial Journalis published by the Actuarial Society of South Africa (ASSA). It is issued free to members of ASSA and will also be made available to them on the Society's website for access via the Internet. The focus of SAAJ is on actuarial research–particularly, but not exclusively, on research of relevance to South Africa. The subject matter must, however, lie within the scope of actuarial work and be relevant and of interest to at least a minority of the profession in South Africa. 

Other websites related to this journal: http://www.actuarialsociety.org.za/Professionalresources/SAActuarialJournal.aspx

Actuarial Society of South Africa 2015
SAAJ content on this site is licensed under a Creative Commons Attribution 3.0 Licence.
For details see: http://creativecommons.org/licenses/by/3.0


Vol 15 (2015)

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Table of Contents

Articles

A scenario approach to estimate the maximum foreseeable loss for buildings due to an earthquake in Cape Town EMAIL FULL TEXT
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Andrzej Kijko, Ansie Smit, Natalie Van De Coolwijk 1-30
http://dx.doi.org/10.4314/saaj.v15i1.1
An actuarial perspective on healthcare expenditure in the last year of life EMAIL FULL TEXT
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Shivani Ranchod, Matan Abraham, Julian Bloch 31-49
http://dx.doi.org/10.4314/saaj.v15i1.2
Catastrophe modelling: deriving the 1-in-200 year mortality shock for a South African insurer’s capital requirements under Solvency Assessment and Management EMAIL FULL TEXT
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Adam Plantinga, Davy Corubolo, Rob Clover 51-92
http://dx.doi.org/10.4314/saaj.v15i1.3
Jump tests for semimartingales EMAIL FULL TEXT
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Liang Hong, Jian Zou 93-108
http://dx.doi.org/10.4314/saaj.v15i1.4
Reserves in the multi-state health insurance model with stochastic interest of diffusion type EMAIL FULL TEXT
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Franck Adékambi 109-129
http://dx.doi.org/10.4314/saaj.v15i1.5
Pricing variable annuity guarantees in South Africa under a Variance-Gamma model EMAIL FULL TEXT
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AM Ngugi, Eben Maré, R Kufakunesu 131-170
http://dx.doi.org/10.4314/saaj.v15i1.6
The process of ethical decision-making in South African retirement funds EMAIL FULL TEXT
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Megan Butler, TL Reddy, R da Silva 171-208
http://dx.doi.org/10.4314/saaj.v15i1.7
Editorial: Writing with impact EMAIL FULL TEXT
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Rob Rusconi 209-210
http://dx.doi.org/10.4314/saaj.v15i1.
Emerging thought: Thoughts on professionalism EMAIL FULL TEXT
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Paul Lewis 211-217
Abstracts of recent postgraduate theses and dissertations at South African universities EMAIL FULL TEXT
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Rob Rusconi 219-231
Abstracts of articles in other South African journals EMAIL FULL TEXT
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Rob Rusconi 233-258


ISSN: 1680-2179
AJOL African Journals Online